Re: How to invert a matrix in R?

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

Re: How to invert a matrix in R?

Douglas Bates-2
On Wed, Jun 18, 2014 at 2:26 PM, Judson <[hidden email]> wrote:

> Dear Dr. Bates,
>      I'm just learning R and I want to use it for
> statistical problems and also some problems
> that are just mathematical.   Apparently I'm
> not using the packages right and none of the
> books I've found cover what should be simple
> operation, inverting a matrix.   Can you point
> me in the right direction?
> ..................... judson blake
>

It is usually more effective to submit questions like this to the
[hidden email] mailing list which I am cc:ing on this reply.  Many
people who read that list can respond and usually much faster than I do.

The short answer to your question is

 solve(A)

> A <- matrix(rnorm(16),nc=4)> Ainv <- solve(A)> zapsmall(Ainv %*% A)     [,1] [,2] [,3] [,4]
[1,]    1    0    0    0
[2,]    0    1    0    0
[3,]    0    0    1    0
[4,]    0    0    0    1


The longer answer to your question is that you may think you need to
calculate the inverse of a matrix but you probably don't.  Inverses occur
frequently in formulas and much less frequently in actual computation that
has a chance of scaling well.  In numerical linear algebra one factorizes a
matrix and works with the factors.

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.